Tour v388
ADI
ANALOG DEVICES INC
$386.73 +1.02%
$384.86 (-0.48%)🌙
as of 07/22 06:26 PM
7/22 18:26

Option Volume

Detail
Current (07/22) 7,985
Calls: 3,657 (46%)
Puts: 4,328 (54%)
Prior (07/21) 4,810
Calls: 2,658 (55%)
Puts: 2,152 (45%)
Current vs Prior +66.01%
Calls: +37.58% (Calls)
Puts: +101.12% (Puts)
Prior 7-Day Total 52,706
Calls: 22,024 (42%)
Puts: 30,682 (58%)
Prior 7-Day Average 7,529
Calls: 3,146 (42%)
Puts: 4,383 (58%)
Current vs Prior 7-Day Avg +6.05%
Calls: +16.23%
Puts: -1.26%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/22) $7.37M
Calls: $3.82M (52%)
Puts: $3.55M (48%)
Prior (07/21) $8.44M
Calls: $6.43M (76%)
Puts: $2.01M (24%)
Current vs Prior -12.61%
Calls: -40.58%
Puts: +76.87%
Prior 7-Day Total $87.82M
Calls: $38.58M (44%)
Puts: $49.24M (56%)
Prior 7-Day Average $12.55M
Calls: $5.51M (44%)
Puts: $7.03M (56%)
Current vs Prior 7-Day Avg -41.24%
Calls: -30.73%
Puts: -49.48%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/22) 1.18
Prior (07/21) 0.81
Current vs Prior +46.18%
Prior 7-Day Average 1.34
Current vs Prior 7-Day Avg -11.41%
Sentiment BEARISH

Open Interest

Detail
Current (07/22) 23,354
Calls: 12,970 (56%)
Puts: 10,384 (44%)
Prior (07/21) 89,554
Calls: 47,845 (53%)
Puts: 41,709 (47%)
Current vs Prior -73.92%
Prior 7-Day Total 515,311
Calls: 287,610 (56%)
Puts: 227,701 (44%)
Prior 7-Day Average 73,615
Calls: 41,087 (56%)
Puts: 32,528 (44%)
Current vs Prior 7-Day Avg -68.28%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 6.40% | 9.24%14.73% | 19.86%
Prior 6.24% | 9.27%14.56% | 19.71%
Current vs Prior +2.51% | -0.32%+1.12% | +0.76%
Prior 7-Day Avg 5.50% | 8.85%6.88% | 17.30%
Current vs 7-Day Avg +16.36% | +4.42%+113.92% | +14.80%
Prior 7-Day Eod 6.24% | 9.27%14.56% | 19.71%
Current vs 7-Day Eod +2.51% | -0.32%+1.12% | +0.76%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 36.81% | 19.32%
Calls: 34.67% | 12.70%
Puts: 38.96% | 25.94%
Prior 36.81% | 19.32%
Calls: 34.67% | 12.70%
Puts: 38.96% | 25.94%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 36.81% | 19.32%
Calls: 34.67% | 12.70%
Puts: 38.96% | 25.94%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Above-average activity with volume up 66% vs prior. Slightly bearish P/C ratio of 1.18. P/C ratio rising 46% - increased hedging/bearish positioning. Declining open interest (down 74%) indicates positions being closed.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BEARISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 29 of results (avg 8.3%, best 5.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$392.50Aug 2125.1026.80$25.956.6%30.5110
$400.00Aug 2121.9023.40$22.656.6%20.47235
$397.50Aug 2122.9024.80$23.858.0%210.48187
$390.00Aug 2126.2028.40$27.308.1%540.52647
$395.00Aug 1419.9021.60$20.758.2%20.4830
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$425.00Aug 1446.0048.80$47.405.9%20.71--
$435.00Jul 3149.1052.40$50.756.5%30.85--
$425.00Aug 743.5046.50$45.006.7%20.74158
$392.50Aug 2129.6031.70$30.656.9%100.4926
$400.00Aug 2133.4036.00$34.707.5%160.54199

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 32 found (avg delta 0.58, highest 0.85)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Aug 1438.5042.00$40.258.7%20.703
$365.00Aug 1435.3038.50$36.908.7%20.6714
$377.50Jul 2415.9018.50$17.2015.1%40.64196
$370.00Aug 1432.1035.50$33.8010.1%140.6477
$380.00Jul 2414.0016.90$15.4518.8%160.61--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$435.00Jul 3149.1052.40$50.756.5%30.85--
$425.00Aug 743.5046.50$45.006.7%20.74158
$425.00Aug 1446.0048.80$47.405.9%20.71--
$395.00Jul 2415.2017.60$16.4014.6%80.5921
$392.50Jul 2413.8016.00$14.9014.8%450.5676

Most actively traded options today. High liquidity = easy entry/exit. 151 active (total vol 7.0K, top 1.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$425.00Jul 240.602.30$1.45117.2%1.2K0.111.1K
$387.50Jul 2410.8012.70$11.7516.2%9670.5126
$455.00Jul 310.451.90$1.18122.9%1820.079
$395.00Jul 247.309.40$8.3525.1%1640.41953
$392.50Jul 248.6010.40$9.5018.9%850.4513
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Jul 247.809.50$8.6519.7%1.2K0.39113
$370.00Jul 244.506.00$5.2528.6%1.2K0.271.7K
$375.00Jul 245.707.50$6.6027.3%2110.33498
$365.00Jul 243.104.70$3.9041.0%1840.22105
$350.00Jul 240.952.40$1.6786.8%1240.102.0K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 44 strikes (avg 73.8%, max 156.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$450.00Jul 24Aug 21135.8%61.1%122.0%5126
$455.00Jul 24Jul 31142.6%67.1%112.7%19212
$440.00Jul 24Aug 21123.7%62.9%96.7%4161
$460.00Jul 24Aug 21116.8%62.0%88.4%20133
$385.00Jul 24Aug 21107.7%62.1%73.4%3061
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$315.00Jul 24Aug 14169.4%66.0%156.8%1049
$320.00Jul 24Aug 14151.5%67.9%123.1%856
$310.00Jul 24Aug 28144.8%66.2%118.9%10231
$325.00Jul 24Aug 21141.2%67.6%108.8%2--
$335.00Jul 24Aug 21124.5%66.1%88.4%322

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 126 found (best R:R 70.43, avg 4.62)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$440.00$450.00Jul 24$0.14$9.86$0.1470.43$440.14
$445.00$450.00Jul 31$0.17$4.83$0.1728.41$445.17
$450.00$452.50Jul 24$0.13$2.37$0.1318.23$450.13
$425.00$430.00Jul 24$0.30$4.70$0.3015.67$425.30
$432.50$435.00Jul 24$0.18$2.32$0.1812.89$432.68
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$330.00$325.00Jul 24$0.15$4.85$0.1532.33$329.85
$347.50$345.00Jul 24$0.10$2.40$0.1024.00$347.40
$355.00$352.50Jul 24$0.10$2.40$0.1024.00$354.90
$335.00$310.00Jul 31$1.02$23.98$1.0223.51$333.98
$345.00$342.50Jul 24$0.17$2.33$0.1713.71$344.83

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 131 found (best R:R 2.85, avg 0.63)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$377.50$380.00Jul 24$1.75$1.75$0.752.33$379.25
$360.00$365.00Aug 14$3.35$3.35$1.652.03$363.35
$370.00$375.00Aug 14$3.25$3.25$1.751.86$373.25
$365.00$370.00Aug 14$3.10$3.10$1.901.63$368.10
$392.50$395.00Aug 21$1.50$1.50$1.001.50$394.00
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$392.50$390.00Jul 24$1.85$1.85$0.652.85$390.65
$435.00$385.00Jul 31$34.55$34.55$15.452.24$400.45
$392.50$390.00Aug 21$1.70$1.70$0.802.12$390.80
$425.00$392.50Aug 7$21.10$21.10$11.401.85$403.90
$395.00$392.50Jul 24$1.50$1.50$1.001.50$393.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 45 found (avg debit $6.61, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$455.00Jul 24Jul 31$0.08142.6%67.1%
$450.00Jul 24Jul 31$0.50135.8%68.5%
$440.00Jul 24Jul 31$0.98123.7%66.4%
$435.00Jul 24Jul 31$2.18106.3%68.4%
$425.00Jul 24Jul 31$3.25101.5%69.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$310.00Jul 24Jul 31$1.20144.8%93.7%
$335.00Jul 24Jul 31$1.70124.5%77.4%
$400.00Aug 21Aug 28$2.0563.9%62.5%
$315.00Jul 24Aug 14$2.14169.4%66.0%
$340.00Jul 24Jul 31$2.25114.1%76.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 21 found (cheapest 6.08% of stock, avg 10.95%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$390.00Jul 24$10.45$13.05$23.50$366.50$413.506.08%
$385.00Jul 24$12.70$11.00$23.70$361.30$408.706.13%
$387.50Jul 24$11.75$12.05$23.80$363.70$411.306.15%
$382.50Jul 24$14.05$9.85$23.90$358.60$406.406.18%
$380.00Jul 24$15.45$8.65$24.10$355.90$404.106.23%
$392.50Jul 24$9.50$14.90$24.40$368.10$416.906.31%
$395.00Jul 24$8.35$16.40$24.75$370.25$419.756.40%
$377.50Jul 24$17.20$7.70$24.90$352.60$402.406.44%
$385.00Jul 31$18.50$16.20$34.70$350.30$419.708.97%
$380.00Aug 14$28.00$20.50$48.50$331.50$428.5012.54%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 129 found (cheapest 2.70% of stock, avg 7.16%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$440.00$320.00Aug 14$6.45$4.00$10.45$309.55$450.45
$440.00$350.00Aug 7$4.25$7.10$11.35$338.65$451.35
$430.00$320.00Aug 14$8.75$4.00$12.75$307.25$442.75
$425.00$365.00Jul 31$4.70$8.15$12.85$352.15$437.85
$425.00$367.50Jul 31$4.70$8.95$13.65$353.85$438.65
$440.00$340.00Aug 14$6.45$7.20$13.65$326.35$453.65
$420.00$365.00Jul 31$5.60$8.15$13.75$351.25$433.75
$425.00$320.00Aug 14$9.85$4.00$13.85$306.15$438.85
$400.00$377.50Jul 24$6.80$7.70$14.50$363.00$414.50
$440.00$345.00Aug 14$6.45$8.05$14.50$330.50$454.50

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 365 found (best R:R 11.50, avg credit $3.69)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
375/380400/405Aug 21$4.60$0.4011.50$375.40$404.60
370/375400/405Aug 21$4.55$0.4510.11$370.45$404.55
378/382385/390Jul 31$4.45$0.558.09$378.05$389.45
330/332378/380Jul 24$2.20$0.307.33$330.30$379.70
315/320360/365Aug 14$4.38$0.627.06$315.62$364.38
350/352378/380Jul 24$2.18$0.326.81$350.32$379.68
380/382392/395Aug 21$2.15$0.356.14$380.35$394.65
315/320370/375Aug 14$4.28$0.725.94$315.72$374.28
385/392395/405Aug 7$8.55$1.455.90$383.95$403.55
340/345360/365Aug 14$4.20$0.805.25$340.80$364.20

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 42 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$405.00$410.00$415.00Aug 21$0.10$4.9049.00
$360.00$365.00$370.00Aug 14$0.25$4.7519.00
$415.00$417.50$420.00Jul 24$0.13$2.3718.23
$440.00$445.00$450.00Jul 31$0.28$4.7216.86
$400.00$402.50$405.00Jul 24$0.15$2.3515.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$370.00$375.00$380.00Aug 21$0.05$4.9599.00
$365.00$367.50$370.00Jul 24$0.05$2.4549.00
$320.00$325.00$330.00Jul 24$0.15$4.8532.33
$315.00$320.00$325.00Jul 24$0.18$4.8226.78
$355.00$357.50$360.00Jul 31$0.10$2.4024.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 68 found (best net $-2.80, 61 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$395.00$420.001:2Aug 14-$1.75$23.25
$420.00$440.001:2Aug 21-$5.20$14.80
$440.00$450.001:2Jul 24-$0.99$9.01
$425.00$435.001:2Jul 31-$1.46$8.54
$440.00$450.001:2Aug 7-$2.41$7.59
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$425.00$392.501:2Aug 7-$2.80$29.70
$335.00$310.001:2Jul 31-$0.41$24.59
$340.00$320.001:2Aug 14-$0.80$19.20
$352.50$335.001:2Aug 21-$4.00$13.50
$362.50$350.001:2Aug 7-$3.55$8.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 60 found (best yield 7.19%, avg 2.51%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$390.00Aug 28$27.800.530.8%7.19%8.03%1--
$387.50Aug 21$27.200.530.2%7.03%7.23%1610
$390.00Aug 21$26.200.520.8%6.77%7.62%54647
$392.50Aug 21$25.100.511.5%6.49%7.98%310
$395.00Aug 21$23.400.492.1%6.05%8.19%433
$397.50Aug 21$22.900.482.8%5.92%8.71%21187
$400.00Aug 21$21.900.473.4%5.66%9.09%2235
$405.00Aug 28$21.400.454.7%5.53%10.26%10--
$390.00Aug 14$21.200.510.8%5.48%6.33%2--
$395.00Aug 14$19.900.482.1%5.15%7.28%230

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 3,657
Total Puts 4,328
Put/Call Ratio 1.18
Net Difference -671

Prior's Put/Call Breakdown

Total Calls 2,658
Total Puts 2,152
Put/Call Ratio 0.81
Net Difference 506

Prior 7-Day Put/Call Summary

Total Calls 22,024
Total Puts 30,682
Average Put/Call Ratio 1.34
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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